Profile updated

Team

Anne MacKay

Département de mathématiques,

Faculté des sciences

Phone : 819 821-8000, poste 62075

Email : anne.mackay@usherbrooke.ca

Personal website : https://annemackay.github.io/

Biography

Research subjects

Actuarial and financial mathematics
Stochastic processes
Monte Carlo simulation
Optimal stopping problems

Current research

Optimal stopping and stochastic control in actuarial finance
Simulation of diffusion processes
Numerical methods in financial mathematics

Publications

Publications of Prof. Anne MacKay